+4.6%
EXC vs NUE
+70.9%
-66.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.8% | +1.3% |
| 7D | +1.4% | +2.8% | -1.4% | +1.4% |
| 30D | +8.6% | -2.1% | +10.7% | +8.5% |
| 3M | +2.4% | -7.3% | +9.7% | +2.2% |
| 6M | +6.5% | +8.9% | -2.4% | +7.0% |
| YTD | +9.0% | +55.6% | -46.6% | +10.4% |
| 1Y | +4.6% | +74.7% | -70.1% | +5.5% |
| All | +4.6% | +70.9% | -66.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling